Perhaps the proxy has a fingerprint, but it is a very popular proxy in widespread use.
Maybe the OS, e.g., the networking stack, has a fingerprint.
Maybe the TCP clients have fingeprints.
But seriously, what is the point of thinking about these things. Who is going to go to such lengths to try to "identify" me. What is their purpose. Am I a spy trying to hide from computer forensics nerds. No. Am I trying to "blend in". No. I am trying to improve the web experience. That involves 1. sending the minimum data (avoid feeding the online advertising juggernaut) and 2. reducing advertising, ideally to zero. I have done a good job of both 1 and 2.
Who is going to try to advertise to a user who is using a text-only browser.
Also, assuming hypothetically, for argument's sake, we tried to get every user to "blend in" by using the exact same browser with the exact same settings on the exact same computer. Which would be easier: (a) users have to copy all the settings and idiosyncracies of a "modern" graphical browser including numerous HTTP headers or (b) users have to refrain from running CSS or Javascript and limit to sending only two to three headers (Host, Connection and, optionally, Cookie) and only send one request at a time. The more points of differentiation one has to worry about, the greater the chance one will overlook something. Needless to say, the "modern" browser presents a greater number of points of differentiation than the text-only browser.
The goal for me is to improve the web experience, including minimising (a) how much data I voluntarily share and (b) advertising. I have succeeded. The use of a text-only browser in lieu of a graphical one for recreational web use is part of the solution. I also benefit from other strategies that help with (b). Attempts to advertise to me online are few and far between. It is a fruitless endeavour.
It is not a goal of mine to try to "blend in" with other web users. It appears this is a goal of some HN commenters. Alas, other web users share heaps of data voluntarily and subject themselves to large amount of advertising. There is arguably a price to pay for trying to appear "same".